Distribution function estimates by Wasserstein metric and Bernstein approximation for C (-1) functions

作者:Wu Zong min; Tian Zheng*
来源:Applied Mathematics-A Journal of Chinese Universities Series B, 2015, 30(2): 141-150.
DOI:10.1007/s11766-015-3270-2

摘要

The aim of the paper is to estimate the density functions or distribution functions measured by Wasserstein metric, a typical kind of statistical distances, which is usually required in the statistical learning. Based on the classical Bernstein approximation, a scheme is presented. To get the error estimates of the scheme, the problem turns to estimating the L (1) norm of the Bernstein approximation for monotone C (-1) functions, which was rarely discussed in the classical approximation theory. Finally, we get a probability estimate by the statistical distance.